DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       51,036
COMMITMENTS
   1,538    9,149    1,645   46,476   38,624   49,659   49,418    1,377    1,618

CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST:     -1,357)
  -1,153    1,426   -2,439    2,025     -943   -1,567   -1,956      210      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     17.9      3.2     91.1     75.7     97.3     96.8      2.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        8        9       24       23       33       36
 

Updated March 8, 2013